The water resource networks that provide water for urban consumption consists not only of physical water supply, but also water embodied in imported goods and services i.e. virtual water supply or external water footprint. However, it remains unknown that if relying on external water footprint will increase or decrease the vulnerability of cities’ water resource networks. Here, we evaluate the vulnerability of urban water resource networks for China's six megacities i.e. Beijing, Tianjin, Shanghai, Chongqing, Guangzhou, and Shenzhen. The vulnerability index was developed through combining a refined multi-region input-output table with both water footprint and water scarcity footprint analysis. The results showed that megacities need to import large volumes of virtual water embodied in food related sectors to balance their physical water shortages. The external blue water footprint (BWF) of the six megacities accounted for 80.7% of their total BWF, and was almost twice their physical water supply. The large share of external BWF helped Beijing, Tianjin, and Shanghai, which suffer extreme water stress in their urban areas, to decrease their total vulnerability by 39%, 33%, and 28% respectively, but conversely increase their vulnerability to external water shortages i.e. indirect vulnerability. Establishing megacity physical and virtual water resource networks based on input-output analysis provides an opportunity for urban water planners to internalize the risk of their external water footprint. Avoiding import water-intensive products from regions suffering extreme water stress, or managing indirect vulnerability through cooperation with those regions are suggested as viable water management approaches.